+63.4%
IVZ vs PNR
+63.0%
+0.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.6% |
| 7D | +1.2% | -3.9% | +5.0% | +4.2% |
| 30D | +1.8% | -13.8% | +15.6% | +13.4% |
| 3M | +15.7% | -22.5% | +38.3% | +35.8% |
| 6M | +36.3% | -37.2% | +73.5% | +86.4% |
| YTD | +24.9% | -44.2% | +69.1% | +86.7% |
| 1Y | +48.9% | -46.6% | +95.6% | +130.2% |
| 3Y | +136.8% | -12.5% | +149.3% | +142.8% |
| 5Y | +60.0% | -19.3% | +79.3% | +70.4% |
| 10Y | +63.4% | +67.5% | -4.1% | -8.2% |
| All | +63.4% | +63.0% | +0.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling